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Diffstat (limited to 'extern/ceres/internal/ceres/iterative_refiner.h')
-rw-r--r-- | extern/ceres/internal/ceres/iterative_refiner.h | 93 |
1 files changed, 93 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/iterative_refiner.h b/extern/ceres/internal/ceres/iterative_refiner.h new file mode 100644 index 00000000000..f969935ae46 --- /dev/null +++ b/extern/ceres/internal/ceres/iterative_refiner.h @@ -0,0 +1,93 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2018 Google Inc. All rights reserved. +// http://ceres-solver.org/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#ifndef CERES_INTERNAL_ITERATIVE_REFINER_H_ +#define CERES_INTERNAL_ITERATIVE_REFINER_H_ + +// This include must come before any #ifndef check on Ceres compile options. +#include "ceres/internal/port.h" +#include "ceres/internal/eigen.h" + +namespace ceres { +namespace internal { + +class SparseCholesky; +class SparseMatrix; + +// Iterative refinement +// (https://en.wikipedia.org/wiki/Iterative_refinement) is the process +// of improving the solution to a linear system, by using the +// following iteration. +// +// r_i = b - Ax_i +// Ad_i = r_i +// x_{i+1} = x_i + d_i +// +// IterativeRefiner implements this process for Symmetric Positive +// Definite linear systems. +// +// The above iterative loop is run until max_num_iterations is reached. +class IterativeRefiner { + public: + // max_num_iterations is the number of refinement iterations to + // perform. + IterativeRefiner(int max_num_iterations); + + // Needed for mocking. + virtual ~IterativeRefiner(); + + // Given an initial estimate of the solution of lhs * x = rhs, use + // max_num_iterations rounds of iterative refinement to improve it. + // + // sparse_cholesky is assumed to contain an already computed + // factorization (or approximation thereof) of lhs. + // + // solution is expected to contain a approximation to the solution + // to lhs * x = rhs. It can be zero. + // + // This method is virtual to facilitate mocking. + virtual void Refine(const SparseMatrix& lhs, + const double* rhs, + SparseCholesky* sparse_cholesky, + double* solution); + + private: + void Allocate(int num_cols); + + int max_num_iterations_; + Vector residual_; + Vector correction_; + Vector lhs_x_solution_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_ITERATIVE_REFINER_H_ |